• does parent SES cause better grades?
  • r(gpa, ses) = .33, b = .41
• potential confound of peer relationships
  • r(ses, peer) = .29
  • r(gpa, peer) = .37

• spurious relationship
• indirect (mediation)
• moderate (interaction)
• multiple "causes"

\[ \hat{Y} = b_{0} + b_{1}X_{1} + b_{2}X_{2}+...+b_{p}X_{p} \]

\[R^2 = \frac{SS_{reggression}} {SS_{Y}} = \frac{s_{\hat{Y}}^2}{s_{Y}} \]

-Can be thought of as overlapping Venn diagrams

• pearson ignores all outside variables

• semi-partial
  • the extent to which the part of X1 that is independent of x2 correlates with all of Y

\[ sr = r_{y(1.2)} = \frac{r_{Y1}-r_{Y2}r_{12} }{\sqrt{1-r_{12}^2}} \] \[ sr^2 = R_{Y.12}^2 - r_{Y2}^2 \]

• partial
  
• the extent to which the part of X1 that is independent of X2 is correlated with the part of Y that is also independent of X2

\[ pr = r_{y1.2} = \frac{r_{Y1}-r_{Y2}r_{12} }{\sqrt{1-r_{Y2}^2}\sqrt{1-r_{12}^2}} \]

\[ sr = r_{y(1.2)} = \frac{r_{Y1}-r_{Y2}r_{Y12} }{\sqrt{1-r_{12}^2}} \]

\[ pr^2 = \frac{R_{Y.12}^2 - r_{Y2}^2}{1-r_{Y2}^2} \]

\[ sr^2 = R_{Y.12}^2 - r_{Y2}^2 \]

• residual in simple regression can be thought of as a measure of Y that is left over after accounting for your DV
• partial correlation can be created by:
  1. create measure of X1 independent of X2
  2. create measure of Y independent of X2
  3. correlate new measures

\[ \hat{Y} = b_{0} + b_{1}X_{1} + b_{2}X_{2}+...+b_{p}X_{p} \]
- intercept is when all predictors = 0
- regression coefficients are partial regression coefficients
- predicted change in y for a 1 unit change in x, holding all other predictors constant

mr.model <- lm(Stress ~ Support + Anxiety, data = Multipleregression)
summary(mr.model)

## 
## Call:
## lm(formula = Stress ~ Support + Anxiety, data = Multipleregression)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4.1958 -0.8994 -0.1370  0.9990  3.6995 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -0.31587    0.85596  -0.369 0.712792    
## Support      0.40618    0.05115   7.941 1.49e-12 ***
## Anxiety      0.25609    0.06740   3.799 0.000234 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.519 on 115 degrees of freedom
## Multiple R-squared:  0.3556, Adjusted R-squared:  0.3444 
## F-statistic: 31.73 on 2 and 115 DF,  p-value: 1.062e-11

library(psych)
describe(Multipleregression$Stress)

##    vars   n mean   sd median trimmed  mad  min   max range skew kurtosis
## X1    1 118 5.18 1.88   5.27    5.17 1.65 0.62 10.32  9.71 0.08     0.22
##      se
## X1 0.17

library(visreg)
visreg2d(mr.model,"Support", "Anxiety", plot.type = "persp")

• similar to before \[ \hat{z}_{Y} = b_{1}^*Z_{X1} + b_{2}^*Z_{X2}\] \[ minimize \sum (z_{Y}-\hat{z}_{Y})^2\]

\[b_{1}^* = \frac{r_{Y1}-r_{Y2}r_{12}}{1-r_{12}^2}\]

\[b_{2}^* = \frac{r_{Y2}-r_{Y1}r_{12}}{1-r_{12}^2}\]

\[b_{1}^* = \frac{r_{Y1}-r_{Y2}r_{12}}{1-r_{12}^2}\]

\[ sr = r_{y(1.2)} = \frac{r_{Y1}-r_{Y2}r_{Y12} }{\sqrt{1-r_{12}^2}} \]

• three different ways to represent same effect
  
• all standardized
  
• if predictors are not correlated, sr and pr equal

\[b_{1} = b_{1}^*\frac{s_{Y}}{s_{X1}} \]

\[b_{1}^* = b_{1}\frac{s_{X1}}{s_{Y}} \]

\[b_{0} = \bar{Y} - b_{1}\bar{X_{1}} - b_{2}\bar{X_{2}} \]

\[ \hat{Y} = b_{0} + b_{1}X_{1} + b_{2}X_{2} \]

• \(\hat{Y}\) is a linear combination of Xs
• \(r_{Y\hat{Y}}\) = multiple correlation = R

\[ R = \sqrt{b_{1}^*r_{Y1} + b_{2}^*r_{Y2}} \] \[ R^2 = {b_{1}^*r_{Y1} + b_{2}^*r_{Y2}} \]

same as before

\[ \frac{SS_{regression}}{SS_{Y}} = R^2 \] \[ {SS_{regression}} = R^2({SS_{Y})} \]

\[ {SS_{residual}} = (1- R^2){SS_{Y}} \]

• R2 (omnibus)
  
• Regression Coefficients
  
• Increments to R2

• Same as before
  
• Adding predictors into your model will increase R2 – regardless of whether or not the predictor is correlated with Y.
  
• Adjusted/Shrunken R2 takes into account the number of predictors in your model

\[R_{A}^2 = 1 - (1 -R^2)\frac{n-1}{n-p-1} \]

anova(mr.model)

## Analysis of Variance Table
## 
## Response: Stress
##            Df  Sum Sq Mean Sq F value    Pr(>F)    
## Support     1 113.151 113.151  49.028 1.807e-10 ***
## Anxiety     1  33.314  33.314  14.435 0.0002336 ***
## Residuals 115 265.407   2.308                      
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

summary(mr.model)

## 
## Call:
## lm(formula = Stress ~ Support + Anxiety, data = Multipleregression)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4.1958 -0.8994 -0.1370  0.9990  3.6995 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -0.31587    0.85596  -0.369 0.712792    
## Support      0.40618    0.05115   7.941 1.49e-12 ***
## Anxiety      0.25609    0.06740   3.799 0.000234 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.519 on 115 degrees of freedom
## Multiple R-squared:  0.3556, Adjusted R-squared:  0.3444 
## F-statistic: 31.73 on 2 and 115 DF,  p-value: 1.062e-11

\[ H_{0}: \beta_{X}= 0 \] \[ H_{1}: \beta_{X} \neq 0 \]

\[ se_{b} = \frac{s_{Y}}{s_{X}}{\sqrt{\frac {1-r_{xy}^2}{n-2}}} \]

\[ se_{b} = \frac{s_{Y}}{s_{X}}{\sqrt{\frac {1-R_{Y\hat{Y}}^2}{n-p-1}}} \sqrt{\frac {1}{1-R_{i.jkl...p}^2}}\]

• As N increases…
• As variance explained increases…

\[ se_{b} = \frac{s_{Y}}{s_{X}}{\sqrt{\frac {1-R_{Y\hat{Y}}^2}{n-p-1}}} \sqrt{\frac {1}{1-R_{i.jkl...p}^2}}\]
- what cannot be explained in Xi by other predictors
- Large tolerance (little overlap) means standard error will be small.
- what does this mean for including a lot of variables in your model?

• match population model (theoretically)
  
• many variables will not bias parameter estimates but will increase degrees of freedom and standard errors, potentially

• simultaneous
• hierarchically

• how do you interpret the regression coefficient
• how do you interpret the fit of the model?

• When you want to see if the fit of one model is better than another
  
• Aka incremental variance

• Multiple models are calculated
  
• Each predictor (or set of predictors) is assessed in terms of what it adds (in terms of variance explained) at the time it is entered
  
• Order is dependent on a priori hypothesis

\[R_{Y.1234...p}^2 = r_{Y1}^2 + r_{Y(2.1)}^2 + r_{Y(3.21)}^2 + r_{Y(4.321)}^2 + ... \]

• order matters!

• distributed as an F \[ F(p.new, N - 1 - p.all) = \frac {R_{m.2}^2- R_{m.1}^2} {1-R_{m.2}^2} (\frac {N-1-p.all}{p.new}) \]
• can also be written in terms of SSresiduals

m.1 <- lm(Stress ~ Support, data = Multipleregression)
m.2 <- lm(Stress ~ Support + Anxiety, data = Multipleregression)
anova(m.1, m.2)

## Analysis of Variance Table
## 
## Model 1: Stress ~ Support
## Model 2: Stress ~ Support + Anxiety
##   Res.Df    RSS Df Sum of Sq      F    Pr(>F)    
## 1    116 298.72                                  
## 2    115 265.41  1    33.314 14.435 0.0002336 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

anova(m.1)

## Analysis of Variance Table
## 
## Response: Stress
##            Df Sum Sq Mean Sq F value   Pr(>F)    
## Support     1 113.15 113.151  43.939 1.12e-09 ***
## Residuals 116 298.72   2.575                     
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

anova(m.2)

## Analysis of Variance Table
## 
## Response: Stress
##            Df  Sum Sq Mean Sq F value    Pr(>F)    
## Support     1 113.151 113.151  49.028 1.807e-10 ***
## Anxiety     1  33.314  33.314  14.435 0.0002336 ***
## Residuals 115 265.407   2.308                      
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

## 
## Call:
## lm(formula = Stress ~ Support + Anxiety, data = Multipleregression)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4.1958 -0.8994 -0.1370  0.9990  3.6995 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -0.31587    0.85596  -0.369 0.712792    
## Support      0.40618    0.05115   7.941 1.49e-12 ***
## Anxiety      0.25609    0.06740   3.799 0.000234 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.519 on 115 degrees of freedom
## Multiple R-squared:  0.3556, Adjusted R-squared:  0.3444 
## F-statistic: 31.73 on 2 and 115 DF,  p-value: 1.062e-11

## 
## Call:
## lm(formula = Stress ~ Support, data = Multipleregression)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -3.8215 -1.2145 -0.1796  1.0806  3.4326 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  2.56046    0.42189   6.069 1.66e-08 ***
## Support      0.30006    0.04527   6.629 1.12e-09 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.605 on 116 degrees of freedom
## Multiple R-squared:  0.2747, Adjusted R-squared:  0.2685 
## F-statistic: 43.94 on 1 and 116 DF,  p-value: 1.12e-09

m.0 <- lm(Stress ~ 1, data = Multipleregression)
m.1 <- lm(Stress ~ Support, data = Multipleregression)
anova(m.0, m.1)

## Analysis of Variance Table
## 
## Model 1: Stress ~ 1
## Model 2: Stress ~ Support
##   Res.Df    RSS Df Sum of Sq      F   Pr(>F)    
## 1    117 411.87                                 
## 2    116 298.72  1    113.15 43.939 1.12e-09 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

• i.e., ANOVA models
  
• Need to put numbers to our categories
• Dummy code is default

model.1 <- lm(drugs ~ group, data = one.way ) 
summary(model.1)

## 
## Call:
## lm(formula = drugs ~ group, data = one.way)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -0.5015 -0.1524 -0.0613 -0.0613  4.0619 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.32159    0.08964   3.588 0.000402 ***
## group1      -0.42402    0.10236  -4.142 4.73e-05 ***
## group2      -0.33289    0.11991  -2.776 0.005923 ** 
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.6013 on 247 degrees of freedom
##   (3 observations deleted due to missingness)
## Multiple R-squared:  0.06498,    Adjusted R-squared:  0.05741 
## F-statistic: 8.583 on 2 and 247 DF,  p-value: 0.0002491

library(dplyr)
(one.way %>% 
    group_by(group) %>% 
    filter(!is.na(drugs)) %>% 
    summarise(mean(drugs)))

## # A tibble: 3 x 2
##    group `mean(drugs)`
##   <fctr>         <dbl>
## 1      0    0.32159423
## 2      1   -0.10242087
## 3      2   -0.01129146

contrasts(one.way$group)

##   1 2
## 0 0 0
## 1 1 0
## 2 0 1

Multipleregression$group <- as.factor(Multipleregression$group)
contrasts(Multipleregression$group)

##         Tx
## Control  0
## Tx       1

contr.treatment(4)

##   2 3 4
## 1 0 0 0
## 2 1 0 0
## 3 0 1 0
## 4 0 0 1

contr.sum(4)

##   [,1] [,2] [,3]
## 1    1    0    0
## 2    0    1    0
## 3    0    0    1
## 4   -1   -1   -1

contrasts(one.way$group) <- contr.sum(3)
model.2 <- lm(drugs ~ group, data = one.way ) 
tidy(model.2)

##          term    estimate  std.error statistic      p.value
## 1 (Intercept)  0.06929397 0.04323336  1.602789 0.1102591875
## 2      group1  0.25230027 0.06743556  3.741353 0.0002276286
## 3      group2 -0.17171484 0.05180262 -3.314791 0.0010548126

• note: intercept is the means of means

library(psych)
describe(one.way$drugs)

##    vars   n  mean   sd median trimmed mad   min  max range skew kurtosis
## X1    1 250 -0.01 0.62  -0.16   -0.15   0 -0.18 4.38  4.56 5.11    26.82
##      se
## X1 0.04

table(one.way$group)

## 
##   0   1   2 
##  45 150  58

• you may want to do "weighted" effect coding

anova(model.2)

## Analysis of Variance Table
## 
## Response: drugs
##            Df Sum Sq Mean Sq F value    Pr(>F)    
## group       2  6.207 3.10337  8.5826 0.0002491 ***
## Residuals 247 89.312 0.36159                      
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

• note the df for SSregression/SSbetween

# relevel() as a way to change which group is coded what, or: 
contrasts(one.way$group) <- contr.treatment(3, base = 2)
model.3 <- lm(drugs ~ group, data = one.way ) 
tidy(model.3)

##          term    estimate  std.error  statistic      p.value
## 1 (Intercept) -0.10242087 0.04942837 -2.0721070 3.929334e-02
## 2      group1  0.42401511 0.10236434  4.1422150 4.726216e-05
## 3      group3  0.09112942 0.09373803  0.9721713 3.319164e-01

contrasts(one.way$group) <- contr.treatment(3, base = 3)
model.4 <- lm(drugs ~ group, data = one.way ) 
tidy(model.4)

##          term    estimate  std.error  statistic     p.value
## 1 (Intercept) -0.01129146 0.07964706 -0.1417687 0.887378302
## 2      group1  0.33288569 0.11991225  2.7760774 0.005923213
## 3      group2 -0.09112942 0.09373803 -0.9721713 0.331916401